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209.196Net Profit
66.528PSR
1.25Sharpe Ratio
0.288Alpha
-0.177Beta
41.498CAR
27.7Drawdown
-1.52Loss Rate
0Parameters
0Security Types
815Tradeable Dates
169Trades
-1.561Treynor Ratio
1.55Win Rate
209.196Net Profit
66.528PSR
1.25Sharpe Ratio
0.288Alpha
-0.177Beta
41.498CAR
27.7Drawdown
-1.52Loss Rate
0Parameters
0Security Types
815Tradeable Dates
169Trades
-1.561Treynor Ratio
1.55Win Rate
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League